+16.6%
COMP vs WETO
-99.4%
+116.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -5.4% | +9.2% | +3.7% |
| 7D | -5.5% | -4.3% | -1.2% | -5.5% |
| 30D | -17.4% | -39.9% | +22.5% | -17.2% |
| 3M | +24.4% | -97.9% | +122.3% | +31.2% |
| 6M | +21.8% | -95.0% | +116.8% | +22.7% |
| YTD | -0.6% | -97.2% | +96.6% | +1.8% |
| 1Y | +11.5% | -98.9% | +110.4% | +17.9% |
| All | +16.6% | -99.4% | +116.1% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WETO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling